bootstraping zero rate cfamounts in custom dates
1 次查看(过去 30 天)
显示 更早的评论
Hi, i need to bootstrap a zero rate curve, for Mexican Swaps. The problem is that the Fixing is not 3 month like libor, nor 1 month. But 28 Days. Matlab hasn't the right Period. The period is 4 weeks.
What is the best way to complete the bootstraping? what Function did you suggest to change? i'm thinking in modify cfamounts because i think is the core of the limitation.
0 个评论
回答(0 个)
另请参阅
类别
在 Help Center 和 File Exchange 中查找有关 Financial Toolbox 的更多信息
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!